Leading bank seeks an experienced ALM professional to be responsible for IRRBB risk drivers & metrics analysis, and to develop interest rate risk management strategy.
Specific responsibilities include:
- Expert in IRRBB regulation and assist with interpretation
- Develop IRR management strategies
- Ensure alignment of assumptions and model results
- Management of model risk
- Analytics of Earnings and Value sensitivity drivers
The successful candidate will have strong knowledge and experience of IRRBB, with an emphasis on quantitative risk. You will have a strong understanding of retail/commercial banking/treasury products and the inherent key interest rate risks. This is a great opportunity to join a growing bank in a highly visible role within the Treasury department.